I don't recall reading that the disciples ever asked Jesus to lead them; at least not the way that seems common now. We pray that He would guide us and lead us and allow us to be a part of whatever He is doing.
I do that and I know that many others do.
And so I started to pray that way yet again when the Spirit of the Lord stopped me. "If you want Me to lead you, all you have to do is... follow."
That's it; that's all. Just follow.
I don't even need to explain it. When we follow Jesus, He leads us. Every day, every minute, every second. Just follow.